During initial development, you have to use the debug version of icebox when developing/debugging your own ice services because you cannot mix debug/release exe/dll in the same process. With the Ice 3.7 MSI file, you only get the release version of icebox, whereas in previous versions you got pre-built binaries of both release and debug mode. Does this imply that you have to build the debug version from source before you can do this?

If you're developing C++ application with Ice 3.7 on Windows, you need one of the zeroc.ice.v1xx NuGets (unless you build Ice from source). These C++ NuGets don't provide the IceGrid GUI jar file.

The Ice 3.7 MSI does not include C++ header files, import libraries or debug libraries. You can use this installer to deploy a service like IceGrid or IceStorm, or to install the IceGrid GUI tool. It also provides all the Slice compilers, which is useful if you develop in Java or PHP (and more); for C++ and C#, you need a NuGet package, and the NuGet packages provide the corresponding Slice compilers (slice2cpp and slice2cs).

Oh...I used the nuget package to install 3.7, so I need to install both to get everything?

Yes.

With the Ice 3.7 MSI file, you only get the release version of icebox,

Yes, the MSI includes only VS2015 x64 release binaries.

Does this imply that you have to build the debug version from source before you can do this?

No. If you want to load your own service in the IceBox provided by the Ice MSI, you can use the zeroc.ice.v140 NuGet and build a x64-release IceBox service. The exes and DLLs in the MSI were copied from the zeroc.ice.v140 NuGet.

Note that you don't have to use the Ice MSI to deploy your own Ice-based C++ application. You can build your application with another version of Visual Studio, create 32-bit binaries... and then copy into your installer the Ice exes and DLLs you need from the zeroc.ice.vxxx NuGet of your choice.